Preheat the oven to 180°C/350°F/Gas mark 4.
Brush a 1 liter/1 3/4pt ovenproof dish with oil.
Using an electric beater, beat the butter,
sugar, egg yolks and lemon zest in a small bowl
until the mixture is light and creamy. Transfer
to a medium-sized bowl.
Add the flour and stir
with a wooden spoon until just combined. Add the
lemon juice and milk and stir to combine.
Place
the egg whites in a small bowl. Using an
electric beater, beat until firm peaks form.
Fold in the pudding mixture with a metal spoon
until just combined.
Spoon into the ovenproof
dish and place the dish in a deep baking dish.
Pour in boiling water to come about one third of
the way up the side of the pudding dish.